Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance

DOI10.1016/j.apm.2010.03.009zbMath1201.60083MaRDI QIDQ611617

Zafer Kucuk, Rovshan Aliyev, Tahir Khaniyev

Publication date: 14 December 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.03.009

zbMATH Keywords

asymptotic expansion; semi-Markovian random walk; ergodic distribution; A discrete interference of chance; ergodic moments; Monte Carlo simulation method

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K15: Markov renewal processes, semi-Markov processes

Related Items

On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process, Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance

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